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Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis - In: The journal of asset management 15 (2014) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
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Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis - In: The journal of asset management 17 (2016) 7, pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
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Time aggregation of the Sharpe ratio
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: The journal of asset management 17 (2016) 7, pp. 540-555
Persistent link: https://www.econbiz.de/10011648221
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Bond mutual funds and complex investments
Natter, Markus; Rohleder, Martin; Schulte, Dominik; … - In: The journal of asset management 18 (2017) 6, pp. 433-456
Persistent link: https://www.econbiz.de/10011844388
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Shedding light on the exposure of mutual funds : Which investments drive mutual fund characteristics?
Benz, Lukas; Rohleder, Martin; Syryca, Janik; Wilkens, Marco - In: The journal of asset management 20 (2019) 7, pp. 534-551
Persistent link: https://www.econbiz.de/10012155319
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A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit; Firsov, Oleksandr; Patel, Pratish - In: The journal of asset management 18 (2017) 4, pp. 317-325
Persistent link: https://www.econbiz.de/10011741591